It seems downloaded files warnings in Lion are completely broken. In Snow Leopard this system worked as expected and only displayed security messages when I was trying to open freshly downloaded applications. However, in Lion those messages appear every time I open any file downloaded from internet or received via email. Since I open tens and hundreds emailed attachments every day, it annoys me beyond all reason. It really is worse than Vista's extremely obnoxious security system.
Thankfully, there is a Terminal command to stop this madness. I don't like this solution because it compromises overall security somewhat, but I had to do this for the sake of my sanity.

Thankfully, there is a Terminal command to stop this madness. I don't like this solution because it compromises overall security somewhat, but I had to do this for the sake of my sanity.
Code:
defaults write com.apple.LaunchServices LSQuarantine -bool NO